pond-ts 0.8.2 → 0.9.1

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Files changed (15) hide show
  1. package/dist/PartitionedTimeSeries.d.ts +192 -0
  2. package/dist/PartitionedTimeSeries.d.ts.map +1 -0
  3. package/dist/PartitionedTimeSeries.js +228 -0
  4. package/dist/PartitionedTimeSeries.js.map +1 -0
  5. package/dist/TimeSeries.d.ts +212 -14
  6. package/dist/TimeSeries.d.ts.map +1 -1
  7. package/dist/TimeSeries.js +433 -145
  8. package/dist/TimeSeries.js.map +1 -1
  9. package/dist/index.d.ts +2 -1
  10. package/dist/index.d.ts.map +1 -1
  11. package/dist/index.js +1 -0
  12. package/dist/index.js.map +1 -1
  13. package/dist/types.d.ts +45 -0
  14. package/dist/types.d.ts.map +1 -1
  15. package/package.json +1 -1
package/dist/PartitionedTimeSeries.d.ts ADDED
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+ import { TimeSeries } from './TimeSeries.js';
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+ import type { BoundedSequence } from './BoundedSequence.js';
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+ import type { Sequence } from './Sequence.js';
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+ import type { DurationInput } from './utils/duration.js';
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+ import type { TemporalLike } from './temporal.js';
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+ import type { AggregateMap, AggregateOutputMap, AggregateSchema, AlignSchema, BaselineSchema, DedupeKeep, DiffSchema, EventDataForSchema, FillMapping, FillStrategy, NumericColumnNameForSchema, RollingAlignment, RollingSchema, SeriesSchema, SmoothAppendSchema, SmoothMethod, SmoothSchema } from './types.js';
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+ import type { AggregateOutputMapResultSchema, RollingOutputMapSchema } from './types-aggregate.js';
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+ type SequenceLike = Sequence | BoundedSequence;
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+ type AlignMethod = 'hold' | 'linear';
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+ type AlignSample = 'begin' | 'center' | 'end';
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+ /**
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+ * View over a `TimeSeries` that scopes stateful transforms to within
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+ * each partition. Created by `TimeSeries.partitionBy(by)`.
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+ *
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+ * Most pond-ts stateful operators read from neighboring events when
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+ * computing each output. On a multi-entity series (events for many
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+ * hosts interleaved by time), those neighbors silently cross entity
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+ * boundaries: a `fill('linear')` for `host-A` would interpolate using
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+ * `host-B`'s value as a "neighbor"; a `rolling('5m', { cpu: 'avg' })`
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+ * would average across all hosts in the window.
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+ *
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+ * `partitionBy` runs the transform independently on each partition's
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+ * events. The view is **persistent across chains** — each sugar method
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+ * returns another `PartitionedTimeSeries` carrying the same partition
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+ * columns, so multi-step per-partition workflows compose cleanly:
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+ *
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+ * ```ts
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+ * const cleaned = ts
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+ * .partitionBy('host')
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+ * .dedupe({ keep: 'last' }) // per-host
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+ * .fill({ cpu: 'linear' }) // per-host
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+ * .rolling('5m', { cpu: 'avg' }) // per-host
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+ * .collect(); // back to TimeSeries<S>
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+ * ```
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+ *
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+ * Call `.collect()` (or `.apply(fn)` for arbitrary transforms) to
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+ * materialize back to a regular `TimeSeries`. Without `.collect()`,
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+ * the chain stays in partition view.
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+ *
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+ * @example
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+ * ```ts
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+ * // Per-host fill
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+ * const filled = series.partitionBy('host').fill({ cpu: 'linear' }).collect();
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+ *
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+ * // Composite partitioning by host + region
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+ * const filled = series.partitionBy(['host', 'region']).fill({ cpu: 'linear' }).collect();
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+ *
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+ * // Arbitrary transform via apply (terminal — returns TimeSeries directly)
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+ * const custom = series.partitionBy('host').apply(g =>
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+ * g.fill({ cpu: 'linear' }).rolling('5m', { cpu: 'avg' }),
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+ * );
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+ * ```
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+ */
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+ export declare class PartitionedTimeSeries<S extends SeriesSchema> {
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+ readonly source: TimeSeries<S>;
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+ readonly by: ReadonlyArray<keyof EventDataForSchema<S> & string>;
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+ constructor(source: TimeSeries<S>, by: (keyof EventDataForSchema<S> & string) | ReadonlyArray<keyof EventDataForSchema<S> & string>);
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+ /**
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+ * Materialize the partitioned view back into a regular `TimeSeries`.
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+ * Terminal operation — call this at the end of a chain to "collect"
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+ * the per-partition results. Equivalent to `.apply(g => g)` but
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+ * cheaper (no fn dispatch, just returns the source as-is).
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+ *
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+ * @example
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+ * ```ts
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+ * const cleaned = ts
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+ * .partitionBy('host')
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+ * .fill({ cpu: 'linear' })
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+ * .rolling('5m', { cpu: 'avg' })
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+ * .collect(); // <- TimeSeries<S>
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+ * ```
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+ */
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+ collect(): TimeSeries<S>;
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+ /**
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+ * Run a transform `fn` independently on each partition and return a
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+ * `TimeSeries<R>` directly (terminal — does not stay in the
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+ * partitioned view). The escape hatch for compositions or operators
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+ * not exposed as sugar.
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+ *
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+ * To keep the partition after a custom transform, use the sugar
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+ * methods (which preserve partition state) or call `.partitionBy(...)`
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+ * again on the result.
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+ *
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+ * @example
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+ * ```ts
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+ * // chain two stateful ops within each partition (one shot)
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+ * const out = series.partitionBy('host').apply(g =>
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+ * g.fill({ cpu: 'linear' }).rolling('5m', { cpu: 'avg' }),
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+ * );
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+ * ```
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+ */
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+ apply<R extends SeriesSchema>(fn: (group: TimeSeries<S>) => TimeSeries<R>): TimeSeries<R>;
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+ private static applyToSource;
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+ private rewrap;
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+ /** Per-partition `fill`. See {@link TimeSeries.fill}. */
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+ fill(strategy: FillStrategy | FillMapping<S>, options?: {
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+ limit?: number;
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+ maxGap?: DurationInput;
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+ }): PartitionedTimeSeries<S>;
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+ /**
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+ * Per-partition `dedupe`. The duplicate key becomes "same partition
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+ * columns AND same timestamp" — `partitionBy` provides the partition
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+ * segregation, `dedupe` handles the within-partition timestamp
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+ * collapse. The most common dedupe shape for multi-entity ingest.
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+ *
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+ * See {@link TimeSeries.dedupe}.
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+ */
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+ dedupe(options?: {
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+ keep?: DedupeKeep<S>;
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+ }): PartitionedTimeSeries<S>;
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+ /** Per-partition `align`. See {@link TimeSeries.align}. */
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+ align(sequence: SequenceLike, options?: {
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+ method?: AlignMethod;
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+ sample?: AlignSample;
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+ range?: TemporalLike;
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+ }): PartitionedTimeSeries<AlignSchema<S>>;
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+ /** Per-partition `rolling`. See {@link TimeSeries.rolling}. */
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+ rolling<const Mapping extends AggregateMap<S>>(window: DurationInput, mapping: Mapping, options?: {
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+ alignment?: RollingAlignment;
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+ }): PartitionedTimeSeries<RollingSchema<S, Mapping>>;
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+ rolling<const Mapping extends AggregateOutputMap<S>>(window: DurationInput, mapping: Mapping, options?: {
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+ alignment?: RollingAlignment;
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+ }): PartitionedTimeSeries<RollingOutputMapSchema<S, Mapping>>;
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+ rolling<const Mapping extends AggregateMap<S>>(sequence: SequenceLike, window: DurationInput, mapping: Mapping, options?: {
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+ alignment?: RollingAlignment;
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+ sample?: AlignSample;
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+ range?: TemporalLike;
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+ }): PartitionedTimeSeries<AggregateSchema<S, Mapping>>;
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+ rolling<const Mapping extends AggregateOutputMap<S>>(sequence: SequenceLike, window: DurationInput, mapping: Mapping, options?: {
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+ alignment?: RollingAlignment;
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+ sample?: AlignSample;
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+ range?: TemporalLike;
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+ }): PartitionedTimeSeries<AggregateOutputMapResultSchema<S, Mapping>>;
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+ /** Per-partition `smooth`. See {@link TimeSeries.smooth}. */
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+ smooth<const Target extends NumericColumnNameForSchema<S>, const Output extends string | undefined = undefined>(column: Target, method: SmoothMethod, options: {
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+ alpha: number;
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+ warmup?: number;
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+ output?: Output;
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+ } | {
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+ window: DurationInput;
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+ alignment?: RollingAlignment;
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+ output?: Output;
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+ } | {
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+ span: number;
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+ output?: Output;
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+ }): PartitionedTimeSeries<Output extends string ? SmoothAppendSchema<S, Output> : SmoothSchema<S, Target>>;
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+ /** Per-partition `baseline`. See {@link TimeSeries.baseline}. */
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+ baseline<const Col extends NumericColumnNameForSchema<S>, const AvgName extends string = 'avg', const SdName extends string = 'sd', const UpperName extends string = 'upper', const LowerName extends string = 'lower'>(col: Col, options: {
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+ window: DurationInput;
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+ sigma: number;
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+ alignment?: RollingAlignment;
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+ names?: {
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+ avg?: AvgName;
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+ sd?: SdName;
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+ upper?: UpperName;
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+ lower?: LowerName;
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+ };
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+ }): PartitionedTimeSeries<BaselineSchema<S, AvgName, SdName, UpperName, LowerName>>;
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+ /** Per-partition `outliers`. See {@link TimeSeries.outliers}. */
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+ outliers<const Col extends NumericColumnNameForSchema<S>>(col: Col, options: {
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+ window: DurationInput;
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+ sigma: number;
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+ alignment?: RollingAlignment;
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+ }): PartitionedTimeSeries<S>;
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+ /** Per-partition `diff`. See {@link TimeSeries.diff}. */
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+ diff<const Target extends NumericColumnNameForSchema<S>>(columns: Target | readonly Target[], options?: {
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+ drop?: boolean;
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+ }): PartitionedTimeSeries<DiffSchema<S, Target>>;
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+ /** Per-partition `rate`. See {@link TimeSeries.rate}. */
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+ rate<const Target extends NumericColumnNameForSchema<S>>(columns: Target | readonly Target[], options?: {
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+ drop?: boolean;
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+ }): PartitionedTimeSeries<DiffSchema<S, Target>>;
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+ /** Per-partition `pctChange`. See {@link TimeSeries.pctChange}. */
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+ pctChange<const Target extends NumericColumnNameForSchema<S>>(columns: Target | readonly Target[], options?: {
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+ drop?: boolean;
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+ }): PartitionedTimeSeries<DiffSchema<S, Target>>;
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+ /** Per-partition `cumulative`. See {@link TimeSeries.cumulative}. */
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+ cumulative<const Targets extends NumericColumnNameForSchema<S>>(spec: {
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+ [K in Targets]: 'sum' | 'max' | 'min' | 'count' | ((acc: number, value: number) => number);
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+ }): PartitionedTimeSeries<DiffSchema<S, Targets>>;
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+ /** Per-partition `shift`. See {@link TimeSeries.shift}. */
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+ shift<const Target extends NumericColumnNameForSchema<S>>(columns: Target | readonly Target[], n: number): PartitionedTimeSeries<DiffSchema<S, Target>>;
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+ /** Per-partition `aggregate`. See {@link TimeSeries.aggregate}. */
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+ aggregate<const Mapping extends AggregateMap<S>>(sequence: SequenceLike, mapping: Mapping, options?: {
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+ range?: TemporalLike;
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+ }): PartitionedTimeSeries<AggregateSchema<S, Mapping>>;
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+ aggregate<const Mapping extends AggregateOutputMap<S>>(sequence: SequenceLike, mapping: Mapping, options?: {
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+ range?: TemporalLike;
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+ }): PartitionedTimeSeries<AggregateOutputMapResultSchema<S, Mapping>>;
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+ }
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+ export {};
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+ //# sourceMappingURL=PartitionedTimeSeries.d.ts.map
package/dist/PartitionedTimeSeries.d.ts.map ADDED
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package/dist/PartitionedTimeSeries.js ADDED
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+ import { TimeSeries } from './TimeSeries.js';
2
+ /**
3
+ * View over a `TimeSeries` that scopes stateful transforms to within
4
+ * each partition. Created by `TimeSeries.partitionBy(by)`.
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+ *
6
+ * Most pond-ts stateful operators read from neighboring events when
7
+ * computing each output. On a multi-entity series (events for many
8
+ * hosts interleaved by time), those neighbors silently cross entity
9
+ * boundaries: a `fill('linear')` for `host-A` would interpolate using
10
+ * `host-B`'s value as a "neighbor"; a `rolling('5m', { cpu: 'avg' })`
11
+ * would average across all hosts in the window.
12
+ *
13
+ * `partitionBy` runs the transform independently on each partition's
14
+ * events. The view is **persistent across chains** — each sugar method
15
+ * returns another `PartitionedTimeSeries` carrying the same partition
16
+ * columns, so multi-step per-partition workflows compose cleanly:
17
+ *
18
+ * ```ts
19
+ * const cleaned = ts
20
+ * .partitionBy('host')
21
+ * .dedupe({ keep: 'last' }) // per-host
22
+ * .fill({ cpu: 'linear' }) // per-host
23
+ * .rolling('5m', { cpu: 'avg' }) // per-host
24
+ * .collect(); // back to TimeSeries<S>
25
+ * ```
26
+ *
27
+ * Call `.collect()` (or `.apply(fn)` for arbitrary transforms) to
28
+ * materialize back to a regular `TimeSeries`. Without `.collect()`,
29
+ * the chain stays in partition view.
30
+ *
31
+ * @example
32
+ * ```ts
33
+ * // Per-host fill
34
+ * const filled = series.partitionBy('host').fill({ cpu: 'linear' }).collect();
35
+ *
36
+ * // Composite partitioning by host + region
37
+ * const filled = series.partitionBy(['host', 'region']).fill({ cpu: 'linear' }).collect();
38
+ *
39
+ * // Arbitrary transform via apply (terminal — returns TimeSeries directly)
40
+ * const custom = series.partitionBy('host').apply(g =>
41
+ * g.fill({ cpu: 'linear' }).rolling('5m', { cpu: 'avg' }),
42
+ * );
43
+ * ```
44
+ */
45
+ export class PartitionedTimeSeries {
46
+ source;
47
+ by;
48
+ constructor(source, by) {
49
+ this.source = source;
50
+ this.by = (Array.isArray(by) ? by : [by]);
51
+ if (this.by.length === 0) {
52
+ throw new TypeError('PartitionedTimeSeries requires at least one partition column.');
53
+ }
54
+ for (const col of this.by) {
55
+ if (!source.schema.some((c) => c.name === col)) {
56
+ throw new TypeError(`PartitionedTimeSeries: column "${String(col)}" not in schema`);
57
+ }
58
+ }
59
+ }
60
+ /**
61
+ * Materialize the partitioned view back into a regular `TimeSeries`.
62
+ * Terminal operation — call this at the end of a chain to "collect"
63
+ * the per-partition results. Equivalent to `.apply(g => g)` but
64
+ * cheaper (no fn dispatch, just returns the source as-is).
65
+ *
66
+ * @example
67
+ * ```ts
68
+ * const cleaned = ts
69
+ * .partitionBy('host')
70
+ * .fill({ cpu: 'linear' })
71
+ * .rolling('5m', { cpu: 'avg' })
72
+ * .collect(); // <- TimeSeries<S>
73
+ * ```
74
+ */
75
+ collect() {
76
+ return this.source;
77
+ }
78
+ /**
79
+ * Run a transform `fn` independently on each partition and return a
80
+ * `TimeSeries<R>` directly (terminal — does not stay in the
81
+ * partitioned view). The escape hatch for compositions or operators
82
+ * not exposed as sugar.
83
+ *
84
+ * To keep the partition after a custom transform, use the sugar
85
+ * methods (which preserve partition state) or call `.partitionBy(...)`
86
+ * again on the result.
87
+ *
88
+ * @example
89
+ * ```ts
90
+ * // chain two stateful ops within each partition (one shot)
91
+ * const out = series.partitionBy('host').apply(g =>
92
+ * g.fill({ cpu: 'linear' }).rolling('5m', { cpu: 'avg' }),
93
+ * );
94
+ * ```
95
+ */
96
+ apply(fn) {
97
+ return PartitionedTimeSeries.applyToSource(this.source, this.by, fn);
98
+ }
99
+ // Internal helper used by both `apply` (terminal) and the sugar
100
+ // methods (which re-wrap the result back into a partitioned view).
101
+ static applyToSource(source, by, fn) {
102
+ // Empty source: apply fn to an empty group so the output schema
103
+ // and name come from fn, not from inferring R structurally.
104
+ if (source.events.length === 0) {
105
+ const empty = TimeSeries.fromEvents([], {
106
+ schema: source.schema,
107
+ name: source.name,
108
+ });
109
+ return fn(empty);
110
+ }
111
+ const compositeKey = (event) => {
112
+ const data = event.data();
113
+ // Single-column case: avoid the encoding overhead.
114
+ if (by.length === 1) {
115
+ const v = data[by[0]];
116
+ return v === undefined ? ' undefined' : `${String(v)}`;
117
+ }
118
+ // Multi-column case: JSON.stringify guarantees no collision
119
+ // because it encodes strings with quotes and escapes. A naive
120
+ // separator approach (e.g. join('|')) would collide on values
121
+ // containing the separator.
122
+ const parts = new Array(by.length);
123
+ for (let i = 0; i < by.length; i += 1) {
124
+ parts[i] = data[by[i]] ?? null;
125
+ }
126
+ return JSON.stringify(parts);
127
+ };
128
+ const buckets = new Map();
129
+ for (const event of source.events) {
130
+ const key = compositeKey(event);
131
+ let bucket = buckets.get(key);
132
+ if (!bucket) {
133
+ bucket = [];
134
+ buckets.set(key, bucket);
135
+ }
136
+ bucket.push(event);
137
+ }
138
+ const transformed = [];
139
+ for (const events of buckets.values()) {
140
+ const sub = TimeSeries.fromEvents(events, {
141
+ schema: source.schema,
142
+ name: source.name,
143
+ });
144
+ transformed.push(fn(sub));
145
+ }
146
+ return TimeSeries.concat(transformed);
147
+ }
148
+ // Wrap a transform result back into a PartitionedTimeSeries with the
149
+ // same partition columns. Used by the sugar methods to keep the chain
150
+ // in partition view. Cast at the boundary because R may not preserve
151
+ // the partition columns type-narrowly (e.g. RollingSchema<S, M> may
152
+ // drop columns); runtime constructor validates that the partition
153
+ // columns are still present in the result schema.
154
+ rewrap(out) {
155
+ return new PartitionedTimeSeries(out, this.by);
156
+ }
157
+ // ─── Sugar: stateful ops, applied per partition ─────────────────────
158
+ //
159
+ // Each method's overload signatures mirror the corresponding
160
+ // `TimeSeries` method but return `PartitionedTimeSeries<NewSchema>`
161
+ // instead of `TimeSeries<NewSchema>`, so the chain stays in partition
162
+ // view. Call `.collect()` to materialize back. Each impl runs the
163
+ // underlying op per-partition via `applyToSource` and re-wraps.
164
+ /** Per-partition `fill`. See {@link TimeSeries.fill}. */
165
+ fill(strategy, options) {
166
+ return this.rewrap(PartitionedTimeSeries.applyToSource(this.source, this.by, (g) => g.fill(strategy, options)));
167
+ }
168
+ /**
169
+ * Per-partition `dedupe`. The duplicate key becomes "same partition
170
+ * columns AND same timestamp" — `partitionBy` provides the partition
171
+ * segregation, `dedupe` handles the within-partition timestamp
172
+ * collapse. The most common dedupe shape for multi-entity ingest.
173
+ *
174
+ * See {@link TimeSeries.dedupe}.
175
+ */
176
+ dedupe(options) {
177
+ return this.rewrap(PartitionedTimeSeries.applyToSource(this.source, this.by, (g) => g.dedupe(options)));
178
+ }
179
+ /** Per-partition `align`. See {@link TimeSeries.align}. */
180
+ align(sequence, options) {
181
+ return this.rewrap(PartitionedTimeSeries.applyToSource(this.source, this.by, (g) => g.align(sequence, options)));
182
+ }
183
+ // eslint-disable-next-line @typescript-eslint/no-explicit-any
184
+ rolling(...args) {
185
+ return this.rewrap(PartitionedTimeSeries.applyToSource(this.source, this.by, (g) =>
186
+ // eslint-disable-next-line @typescript-eslint/no-explicit-any
187
+ g.rolling(...args)));
188
+ }
189
+ /** Per-partition `smooth`. See {@link TimeSeries.smooth}. */
190
+ smooth(column, method, options) {
191
+ return this.rewrap(PartitionedTimeSeries.applyToSource(this.source, this.by, (g) => g.smooth(column, method, options)));
192
+ }
193
+ /** Per-partition `baseline`. See {@link TimeSeries.baseline}. */
194
+ baseline(col, options) {
195
+ return this.rewrap(PartitionedTimeSeries.applyToSource(this.source, this.by, (g) => g.baseline(col, options)));
196
+ }
197
+ /** Per-partition `outliers`. See {@link TimeSeries.outliers}. */
198
+ outliers(col, options) {
199
+ return this.rewrap(PartitionedTimeSeries.applyToSource(this.source, this.by, (g) => g.outliers(col, options)));
200
+ }
201
+ /** Per-partition `diff`. See {@link TimeSeries.diff}. */
202
+ diff(columns, options) {
203
+ return this.rewrap(PartitionedTimeSeries.applyToSource(this.source, this.by, (g) => g.diff(columns, options)));
204
+ }
205
+ /** Per-partition `rate`. See {@link TimeSeries.rate}. */
206
+ rate(columns, options) {
207
+ return this.rewrap(PartitionedTimeSeries.applyToSource(this.source, this.by, (g) => g.rate(columns, options)));
208
+ }
209
+ /** Per-partition `pctChange`. See {@link TimeSeries.pctChange}. */
210
+ pctChange(columns, options) {
211
+ return this.rewrap(PartitionedTimeSeries.applyToSource(this.source, this.by, (g) => g.pctChange(columns, options)));
212
+ }
213
+ /** Per-partition `cumulative`. See {@link TimeSeries.cumulative}. */
214
+ cumulative(spec) {
215
+ return this.rewrap(PartitionedTimeSeries.applyToSource(this.source, this.by, (g) => g.cumulative(spec)));
216
+ }
217
+ /** Per-partition `shift`. See {@link TimeSeries.shift}. */
218
+ shift(columns, n) {
219
+ return this.rewrap(PartitionedTimeSeries.applyToSource(this.source, this.by, (g) => g.shift(columns, n)));
220
+ }
221
+ // eslint-disable-next-line @typescript-eslint/no-explicit-any
222
+ aggregate(...args) {
223
+ return this.rewrap(PartitionedTimeSeries.applyToSource(this.source, this.by, (g) =>
224
+ // eslint-disable-next-line @typescript-eslint/no-explicit-any
225
+ g.aggregate(...args)));
226
+ }
227
+ }
228
+ //# sourceMappingURL=PartitionedTimeSeries.js.map
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